丰富的数据输入¶

在 0.3.1 版本加入: FinOL now supports image data input. See 图像数据输入 for more details.

本节提供 FinOL 中关键数据特征的详细定义。这些特征有助于从多个角度描述和分析财务时间序列。下面的表格将这些特征分为 8 大类，并列出了它们的名称、函数调用和描述。详细的计算过程，请参考 feature_engineering()。

基础特征 ¶

特征名称	函数调用	描述
OPEN	`df.OPEN`	Open Price
HIGH	`df.HIGH`	High Price
LOW	`df.LOW`	Low Price
CLOSE	`df.CLOSE`	Close Price
VOLUME	`df.VOLUME`	Trading Volume

重叠特征 ¶

特征名称	函数调用	描述
BBANDS_UPPER	`ta.BBANDS(df.CLOSE)[0]`	Bollinger Bands - Upper Band
BBANDS_MIDDLE	`ta.BBANDS(df.CLOSE)[1]`	Bollinger Bands - Middle Band
BBANDS_LOWER	`ta.BBANDS(df.CLOSE)[2]`	Bollinger Bands - Lower Band
DEMA	`ta.DEMA(df.CLOSE)`	Double Exponential Moving Average
EMA	`ta.EMA(df.CLOSE)`	Exponential Moving Average
HT_TRENDLINE	`ta.HT_TRENDLINE(df.CLOSE)`	Hilbert Transform - Instantaneous Trendline
KAMA	`ta.KAMA(df.CLOSE)`	Kaufman Adaptive Moving Average
MA	`ta.MA(df.CLOSE)`	Moving Average
MAMA	`ta.MAMA(df.CLOSE)[0]`	MESA Adaptive Moving Average - MAMA
MAMA_FAMA	`ta.MAMA(df.CLOSE)[1]`	MESA Adaptive Moving Average - FAMA
MAVP	`ta.MAVP(df.CLOSE, df.DATE)`	Moving Average with Variable Period
MIDPOINT	`ta.MIDPOINT(df.CLOSE)`	MidPoint over Period
MIDPRICE	`ta.MIDPRICE(df.HIGH, df.LOW)`	Midpoint Price over Period
SAR	`ta.SAR(df.HIGH, df.LOW)`	Parabolic SAR
SAREXT	`ta.SAREXT(df.HIGH, df.LOW)`	Parabolic SAR - Extended
SMA	`ta.SMA(df.CLOSE)`	Simple Moving Average
T3	`ta.T3(df.CLOSE)`	Triple Exponential Moving Average (T3)
TEMA	`ta.TEMA(df.CLOSE)`	Triple Exponential Moving Average
TRIMA	`ta.TRIMA(df.CLOSE)`	Triangular Moving Average
WMA	`ta.WMA(df.CLOSE)`	Weighted Moving Average

动量特征 ¶

特征名称	函数调用	描述
ADX	`ta.ADX(df.HIGH, df.LOW, df.CLOSE)`	Average Directional Movement Index
ADXR	`ta.ADXR(df.HIGH, df.LOW, df.CLOSE)`	Average Directional Movement Index Rating
APO	`ta.APO(df.CLOSE)`	Absolute Price Oscillator
AROON_UP	`ta.AROON(df.HIGH, df.LOW)[0]`	Aroon Up
AROON_DOWN	`ta.AROON(df.HIGH, df.LOW)[1]`	Aroon Down
AROONOSC	`ta.AROONOSC(df.HIGH, df.LOW)`	Aroon Oscillator
BOP	`ta.BOP(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Balance Of Power
CCI	`ta.CCI(df.HIGH, df.LOW, df.CLOSE)`	Commodity Channel Index
CMO	`ta.CMO(df.CLOSE)`	Chande Momentum Oscillator
DX	`ta.DX(df.HIGH, df.LOW, df.CLOSE)`	Directional Movement Index
MACD	`ta.MACD(df.CLOSE)[0]`	Moving Average Convergence/Divergence
MACD_SIGNAL	`ta.MACD(df.CLOSE)[1]`	MACD Signal Line
MACD_HIST	`ta.MACD(df.CLOSE)[2]`	MACD Histogram
MACDEXT	`ta.MACDEXT(df.CLOSE)[0]`	MACD with controllable MA type
MACDEXT_SIGNAL	`ta.MACDEXT(df.CLOSE)[1]`	MACDEXT Signal Line
MACDEXT_HIST	`ta.MACDEXT(df.CLOSE)[2]`	MACDEXT Histogram
MACDFIX	`ta.MACDFIX(df.CLOSE)[0]`	Moving Average Convergence/Divergence Fix 12/26
MACDFIX_SIGNAL	`ta.MACDFIX(df.CLOSE)[1]`	MACDFIX Signal Line
MACDFIX_HIST	`ta.MACDFIX(df.CLOSE)[2]`	MACDFIX Histogram
MFI	`ta.MFI(df.HIGH, df.LOW, df.CLOSE, df.VOLUME)`	Money Flow Index
MINUS_DI	`ta.MINUS_DI(df.HIGH, df.LOW, df.CLOSE)`	Minus Directional Indicator
MINUS_DM	`ta.MINUS_DM(df.HIGH, df.LOW)`	Minus Directional Movement
MOM	`ta.MOM(df.CLOSE)`	Momentum
PLUS_DI	`ta.PLUS_DI(df.HIGH, df.LOW, df.CLOSE)`	Plus Directional Indicator
PLUS_DM	`ta.PLUS_DM(df.HIGH, df.LOW)`	Plus Directional Movement
PPO	`ta.PPO(df.CLOSE)`	Percentage Price Oscillator
ROC	`ta.ROC(df.CLOSE)`	Rate of change: ((price/prevPrice)-1)*100
ROCP	`ta.ROCP(df.CLOSE)`	Rate of change Percentage: (price-prevPrice)/prevPrice
ROCR	`ta.ROCR(df.CLOSE)`	Rate of change ratio: (price/prevPrice)
ROCR100	`ta.ROCR100(df.CLOSE)`	Rate of change ratio 100 scale: (price/prevPrice)*100
RSI	`ta.RSI(df.CLOSE)`	Relative Strength Index
STOCH_K	`ta.STOCH(df.HIGH, df.LOW, df.CLOSE)[0]`	Stochastic %K
STOCH_D	`ta.STOCH(df.HIGH, df.LOW, df.CLOSE)[1]`	Stochastic %D
STOCHF_K	`ta.STOCHF(df.HIGH, df.LOW, df.CLOSE)[0]`	Stochastic Fast %K
STOCHF_D	`ta.STOCHF(df.HIGH, df.LOW, df.CLOSE)[1]`	Stochastic Fast %D
STOCHRSI_K	`ta.STOCHRSI(df.CLOSE)[0]`	Stochastic RSI %K
STOCHRSI_D	`ta.STOCHRSI(df.CLOSE)[1]`	Stochastic RSI %D
TRIX	`ta.TRIX(df.CLOSE)`	1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
ULTOSC	`ta.ULTOSC(df.HIGH, df.LOW, df.CLOSE)`	Ultimate Oscillator
WILLR	`ta.WILLR(df.HIGH, df.LOW, df.CLOSE)`	Williams’ %R

量价特征 ¶

特征名称	函数调用	描述
AD	`ta.AD(df.HIGH, df.LOW, df.CLOSE, df.VOLUME)`	Chaikin A/D Line
ADOSC	`ta.ADOSC(df.HIGH, df.LOW, df.CLOSE, df.VOLUME)`	Chaikin A/D Oscillator
OBV	`ta.OBV(df.CLOSE, df.VOLUME)`	On Balance Volume

周期特征 ¶

特征名称	函数调用	描述
HT_DCPERIOD	`ta.HT_DCPERIOD(df.CLOSE)`	Hilbert Transform - Dominant Cycle Period
HT_DCPHASE	`ta.HT_DCPHASE(df.CLOSE)`	Hilbert Transform - Dominant Cycle Phase
HT_PHASOR_INPHASE	`ta.HT_PHASOR(df.CLOSE)[0]`	Hilbert Transform - Phasor Components, In-Phase Component
HT_PHASOR_QUADRATURE	`ta.HT_PHASOR(df.CLOSE)[1]`	Hilbert Transform - Phasor Components, Quadrature Component
HT_SINE_LEADSINE	`ta.HT_SINE(df.CLOSE)[0]`	Hilbert Transform - SineWave, Lead SineWave
HT_SINE_SINEWAVE	`ta.HT_SINE(df.CLOSE)[1]`	Hilbert Transform - SineWave, SineWave
HT_TRENDMODE	`ta.HT_TRENDMODE(df.CLOSE)`	Hilbert Transform - Trend vs Cycle Mode

价格特征 ¶

特征名称	函数调用	描述
AVGPRICE	`ta.AVGPRICE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Average Price
MEDPRICE	`ta.MEDPRICE(df.HIGH, df.LOW)`	Median Price
TYPPRICE	`ta.TYPPRICE(df.HIGH, df.LOW, df.CLOSE)`	Typical Price
WCLPRICE	`ta.WCLPRICE(df.HIGH, df.LOW, df.CLOSE)`	Weighted Close Price

波动特征 ¶

特征名称	函数调用	描述
ATR	`ta.ATR(df.HIGH, df.LOW, df.CLOSE)`	Average True Range
NATR	`ta.NATR(df.HIGH, df.LOW, df.CLOSE)`	Normalized Average True Range
TRANGE	`ta.TRANGE(df.HIGH, df.LOW, df.CLOSE)`	True Range

模式特征 ¶

特征名称	函数调用	描述
CDL2CROWS	`ta.CDL2CROWS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Two Crows
CDL3BLACKCROWS	`ta.CDL3BLACKCROWS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Three Black Crows
CDL3INSIDE	`ta.CDL3INSIDE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Three Inside Up/Down
CDL3LINESTRIKE	`ta.CDL3LINESTRIKE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Three-Line Strike
CDL3OUTSIDE	`ta.CDL3OUTSIDE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Three Outside Up/Down
CDL3STARSINSOUTH	`ta.CDL3STARSINSOUTH(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Three Stars In The South
CDL3WHITESOLDIERS	`ta.CDL3WHITESOLDIERS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Three Advancing White Soldiers
CDLABANDONEDBABY	`ta.CDLABANDONEDBABY(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Abandoned Baby
CDLADVANCEBLOCK	`ta.CDLADVANCEBLOCK(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Advance Block
CDLBELTHOLD	`ta.CDLBELTHOLD(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Belt-Hold
CDLBREAKAWAY	`ta.CDLBREAKAWAY(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Breakaway
CDLCLOSINGMARUBOZU	`ta.CDLCLOSINGMARUBOZU(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Closing Marubozu
CDLCONCEALBABYSWALL	`ta.CDLCONCEALBABYSWALL(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Concealing Baby Swallow
CDLCOUNTERATTACK	`ta.CDLCOUNTERATTACK(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Counterattack
CDLDARKCLOUDCOVER	`ta.CDLDARKCLOUDCOVER(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Dark Cloud Cover
CDLDOJI	`ta.CDLDOJI(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Doji
CDLDOJISTAR	`ta.CDLDOJISTAR(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Doji Star
CDLDRAGONFLYDOJI	`ta.CDLDRAGONFLYDOJI(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Dragonfly Doji
CDLENGULFING	`ta.CDLENGULFING(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Engulfing Pattern
CDLEVENINGDOJISTAR	`ta.CDLEVENINGDOJISTAR(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Evening Doji Star
CDLEVENINGSTAR	`ta.CDLEVENINGSTAR(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Evening Star
CDLGAPSIDESIDEWHITE	`ta.CDLGAPSIDESIDEWHITE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Up/Down-Gap Side-By-Side White Lines
CDLGRAVESTONEDOJI	`ta.CDLGRAVESTONEDOJI(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Gravestone Doji
CDLHAMMER	`ta.CDLHAMMER(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Hammer
CDLHANGINGMAN	`ta.CDLHANGINGMAN(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Hanging Man
CDLHARAMI	`ta.CDLHARAMI(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Harami Pattern
CDLHARAMICROSS	`ta.CDLHARAMICROSS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Harami Cross Pattern
CDLHIGHWAVE	`ta.CDLHIGHWAVE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	High-Wave Candle
CDLHIKKAKE	`ta.CDLHIKKAKE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Hikkake Pattern
CDLHIKKAKEMOD	`ta.CDLHIKKAKEMOD(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Modified Hikkake Pattern
CDLHOMINGPIGEON	`ta.CDLHOMINGPIGEON(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Homing Pigeon
CDLIDENTICAL3CROWS	`ta.CDLIDENTICAL3CROWS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Identical Three Crows
CDLINNECK	`ta.CDLINNECK(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	In-Neck Pattern
CDLINVERTEDHAMMER	`ta.CDLINVERTEDHAMMER(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Inverted Hammer
CDLKICKING	`ta.CDLKICKING(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Kicking
CDLKICKINGBYLENGTH	`ta.CDLKICKINGBYLENGTH(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Kicking - Bull/Bear Determined by the Longer Marubozu
CDLLADDERBOTTOM	`ta.CDLLADDERBOTTOM(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Ladder Bottom
CDLLONGLEGGEDDOJI	`ta.CDLLONGLEGGEDDOJI(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Long Legged Doji
CDLLONGLINE	`ta.CDLLONGLINE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Long Line Candle
CDLMARUBOZU	`ta.CDLMARUBOZU(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Marubozu
CDLMATCHINGLOW	`ta.CDLMATCHINGLOW(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Matching Low
CDLMATHOLD	`ta.CDLMATHOLD(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Mat Hold
CDLMORNINGDOJISTAR	`ta.CDLMORNINGDOJISTAR(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Morning Doji Star
CDLMORNINGSTAR	`ta.CDLMORNINGSTAR(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Morning Star
CDLONNECK	`ta.CDLONNECK(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	On-Neck Pattern
CDLPIERCING	`ta.CDLPIERCING(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Piercing Pattern
CDLRICKSHAWMAN	`ta.CDLRICKSHAWMAN(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Rickshaw Man
CDLRISEFALL3METHODS	`ta.CDLRISEFALL3METHODS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Rising/Falling Three Methods
CDLSEPARATINGLINES	`ta.CDLSEPARATINGLINES(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Separating Lines
CDLSHOOTINGSTAR	`ta.CDLSHOOTINGSTAR(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Shooting Star
CDLSHORTLINE	`ta.CDLSHORTLINE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Short Line Candle
CDLSPINNINGTOP	`ta.CDLSPINNINGTOP(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Spinning Top
CDLSTALLEDPATTERN	`ta.CDLSTALLEDPATTERN(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Stalled Pattern
CDLSTICKSANDWICH	`ta.CDLSTICKSANDWICH(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Stick Sandwich
CDLTAKURI	`ta.CDLTAKURI(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Takuri (Dragonfly Doji with Very Long Lower Shadow)
CDLTASUKIGAP	`ta.CDLTASUKIGAP(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Tasuki Gap
CDLTHRUSTING	`ta.CDLTHRUSTING(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Thrusting Pattern
CDLTRISTAR	`ta.CDLTRISTAR(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Tristar Pattern
CDLUNIQUE3RIVER	`ta.CDLUNIQUE3RIVER(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Unique 3 River
CDLUPSIDEGAP2CROWS	`ta.CDLUPSIDEGAP2CROWS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Upside Gap Two Crows
CDLXSIDEGAP3METHODS	`ta.CDLXSIDEGAP3METHODS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Upside/Downside Gap Three Methods